This module allows you to analyze existing cross correlation between Exmo Bitcoin USD and Coinroom Bitcoin USD. You can compare the effects of market volatilities on Exmo Bitcoin and Coinroom Bitcoin and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Exmo Bitcoin with a short position of Coinroom Bitcoin. See also your portfolio center. Please also check ongoing floating volatility patterns of Exmo Bitcoin and Coinroom Bitcoin.
|Time Horizon||30 Days Login to change|
Exmo Bitcoin USD vs. Coinroom Bitcoin USD
Assuming 30 trading days horizon, Exmo Bitcoin USD is expected to under-perform the Coinroom Bitcoin. But the crypto apears to be less risky and, when comparing its historical volatility, Exmo Bitcoin USD is 1.45 times less risky than Coinroom Bitcoin. The crypto trades about -0.15 of its potential returns per unit of risk. The Coinroom Bitcoin USD is currently generating about -0.1 of returns per unit of risk over similar time horizon. If you would invest 751,417 in Coinroom Bitcoin USD on May 22, 2018 and sell it today you would lose (94,755) from holding Coinroom Bitcoin USD or give up 12.61% of portfolio value over 30 days.